Yield Curve Models and Data - Nominal Yield Curve

Metadata Updated: December 18, 2024

These are nominal yield curves, obtained by fitting a parametric form to the prices of off-the-run nominal Treasury coupon securities. The data are available at daily frequency, from 1961 to present.

Access & Use Information

Public: This dataset is intended for public access and use. License: No license information was provided. If this work was prepared by an officer or employee of the United States government as part of that person's official duties it is considered a U.S. Government Work.

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Dates

Metadata Created Date	December 18, 2024
Metadata Updated Date	December 18, 2024

Metadata Source

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Harvested from Federal Reserve

Additional Metadata

Resource Type	Dataset
Metadata Created Date	December 18, 2024
Metadata Updated Date	December 18, 2024
Publisher	Board of Governors of the Federal Reserve System
Maintainer	Board of Governors of the Federal Reserve System
Identifier	FRBCNA40
Data Last Modified	R/P1W
Public Access Level	public
Bureau Code	920:00
Schema Version	https://project-open-data.cio.gov/v1.1/schema
Harvest Object Id	6b9840a1-f404-4833-80a5-a00024d9c2bd
Harvest Source Id	ed4f9073-f069-4049-8ee0-17ff5c98cd46
Harvest Source Title	Federal Reserve
Homepage URL	https://www.federalreserve.gov/data/nominal-yield-curve.htm
Program Code	920:000
Source Datajson Identifier	True
Source Hash	f3dcee280922c5a7b5634613fab2250a5a5a87383a8393b8686c7aa85f091ece
Source Schema Version	1.1

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